+9.5%
SNOW vs LDOS
-27.6%
+37.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -14.5% | -2.8% | -11.7% | -14.0% |
| 30D | -14.3% | +13.6% | -27.9% | -18.5% |
| 3M | -8.3% | +4.2% | -12.5% | -10.1% |
| 6M | +101.5% | -8.2% | +109.7% | +110.1% |
| YTD | +32.5% | -24.1% | +56.6% | +49.9% |
| 1Y | +9.5% | -31.2% | +40.7% | +29.9% |
| All | +9.5% | -27.6% | +37.1% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling